With wars being fought on several fronts on Game of Thrones, loyalties are being tested left and right. In the season eight premiere, though, one character made a surprising decision. After rescuing his captive sister Yara from their Lannister-loyal uncle Euron, Theon Greyjoy declines to join Yara in returning to the Iron Islands as a last stronghold in case Winterfell falls. Instead, Theon departs to fight alongside the Starks. At first, it's a surprising move, seeing as Theon just left the Starks to go rescue Yara, but in a way, it really does make sense.
Way back in the show's first season, Theon is a ward of the Starks, having been sent as a semi-hostage after his father's failed rebellion against the Iron Throne. We learn that Theon has essentially been raised by Ned Stark and views the Stark children as practically his siblings — and that the feeling is apparently mutual. Theon is the first to swear loyalty to Robb Stark as King in the North, and the two young men swear that they are brothers.
However, Theon's loyalties shift back to his own family, the Greyjoys, and his choices lead him down a gruesome, torturous path for years, involving capture, castration, brainwashing, and torture. By the time he is forced to watch as Ramsay Bolton assaults Sansa Stark, Theon is too broken to even try to help his sort-of sister. He finally regains enough of himself to help Sansa escape, and eventually makes his way back to Winterfell after escaping his uncle's fleet, where he is greeted with hostility by Jon Snow, who only accepts him back because he saved Sansa.
Watching Theon's arc over the years, it's clear that his moments of greatest courage and nobility seem to come when he's at the side of the Starks. He's had plenty of cowardly moments and, as a younger man, was arrogant and not always kind, but the Starks seem to bring out the best in him and believe the best of him. With that in mind, it does make sense that he would want to make what might be his last stand along the Starks, who have forgiven him over and over and who are, in a way, more his family than his blood relations are. Even if Theon's story ends tragically, if it ends with the Starks, there's a good chance he'll have a chance to be a hero first.